On some measures of the severity of ruin in the classical Poisson model (Q1333587): Difference between revisions

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Revision as of 02:05, 20 March 2024

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On some measures of the severity of ruin in the classical Poisson model
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    On some measures of the severity of ruin in the classical Poisson model (English)
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    15 September 1994
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    collective risk theory
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    martingales
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    Poisson model
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    ruin of an insurance company
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    duration of ruin
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    maximal severity of ruin
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    cost of recovery
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